BNP Paribas Call 75 HOLN 21.03.2025
/ DE000PC7ZT34
BNP Paribas Call 75 HOLN 21.03.20.../ DE000PC7ZT34 /
| 1/23/2025 4:47:08 PM |
Chg.+0.070 |
Bid5:19:30 PM |
Ask5:19:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
75.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7ZT3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.43 |
| Time value: |
0.10 |
| Break-even: |
94.76 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
5.49 |
| Rho: |
0.11 |
Quote data
| Open: |
1.530 |
| High: |
1.570 |
| Low: |
1.530 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.34% |
| 1 Month |
|
|
+13.77% |
| 3 Months |
|
|
+49.52% |
| YTD |
|
|
+10.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.160 |
| 1M High / 1M Low: |
1.580 |
1.150 |
| 6M High / 6M Low: |
1.940 |
0.550 |
| High (YTD): |
1/9/2025 |
1.580 |
| Low (YTD): |
1/14/2025 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.25% |
| Volatility 6M: |
|
123.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |